+264.5%
QCOM vs TRU
+247.6%
+17.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | +5.5% | +4.6% | +1.0% | +3.5% |
| 30D | -1.1% | +25.4% | -26.6% | -10.9% |
| 3M | +7.6% | +4.0% | +3.6% | +4.4% |
| 6M | -20.1% | +14.5% | -34.5% | -27.1% |
| YTD | +3.0% | -3.7% | +6.8% | +0.1% |
| 1Y | +3.2% | +2.8% | +0.5% | -2.9% |
| 3Y | +48.9% | +58.5% | -9.6% | +8.9% |
| 5Y | +21.1% | -25.0% | +46.1% | +22.3% |
| 10Y | +242.8% | +186.0% | +56.8% | +102.7% |
| All | +264.5% | +247.6% | +17.0% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling